+311.3%
ARM vs BIIB
-17.2%
+328.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.8% | +7.5% | +5.0% |
| 7D | +11.4% | -1.6% | +13.0% | +11.8% |
| 30D | -7.4% | +2.2% | -9.6% | -8.4% |
| 3M | -24.5% | +10.3% | -34.8% | -28.0% |
| 6M | +128.7% | +14.9% | +113.7% | +112.5% |
| YTD | +139.3% | +20.7% | +118.5% | +117.4% |
| 1Y | +88.0% | +50.3% | +37.6% | +54.1% |
| All | +311.3% | -17.2% | +328.5% | +352.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BIIB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling